+416.0%
AAOI vs THC
+1,022.1%
-606.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -0.2% | -0.5% | +0.4% | -0.1% |
| 30D | -23.7% | -1.2% | -22.5% | -23.6% |
| 3M | -39.0% | +52.3% | -91.3% | -46.0% |
| 6M | -17.0% | +12.4% | -29.5% | -21.1% |
| YTD | +202.2% | +32.7% | +169.5% | +173.3% |
| 1Y | +292.4% | +36.4% | +256.0% | +251.9% |
| 3Y | +804.4% | +259.3% | +545.1% | +529.7% |
| 5Y | +1,318.0% | +262.7% | +1,055.4% | +858.1% |
| All | +416.0% | +1,022.1% | -606.1% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling